| Publication | Date of Publication | Type |
|---|
| Shrinkage for extreme partial least-squares | 2024-11-26 | Paper |
| Optimization of power consumption and device availability based on point process modelling of the request sequence | 2024-11-14 | Paper |
| Reduced-bias estimation of the extreme conditional tail expectation for Box-Cox transforms of heavy-tailed distributions | 2024-08-26 | Paper |
| Estimation of extreme quantiles from heavy-tailed distributions with neural networks | 2023-11-17 | Paper |
| Reparameterization of extreme value framework for improved Bayesian workflow | 2023-09-15 | Paper |
| A refined Weissman estimator for extreme quantiles | 2023-08-22 | Paper |
| Multivariate expectile-based distribution: properties, Bayesian inference, and applications | 2023-06-20 | Paper |
| Extreme $$L^p$$-quantile Kernel Regression | 2023-01-24 | Paper |
| Nonparametric extreme conditional expectile estimation | 2023-01-05 | Paper |
| Extreme partial least-squares | 2022-12-23 | Paper |
| Mixture of multivariate Gaussian processes for classification of irregularly sampled satellite image time-series | 2022-10-07 | Paper |
| On automatic bias reduction for extreme expectile estimation | 2022-09-15 | Paper |
| A generative model for fBm with deep ReLU neural networks | 2022-09-12 | Paper |
| On the estimation of the variability in the distribution tail | 2022-02-10 | Paper |
| Extreme conditional expectile estimation in heavy-tailed heteroscedastic regression models | 2022-02-07 | Paper |
| Advanced topics in sliced inverse regression | 2022-01-03 | Paper |
| Estimating an endpoint with high order moments in the Weibull domain of attraction | 2021-09-29 | Paper |
| ExpectHill estimation, extreme risk and heavy tails | 2021-02-04 | Paper |
| Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model | 2021-01-19 | Paper |
| Beyond tail median and conditional tail expectation: Extreme risk estimation using tail Lp‐optimization | 2020-11-30 | Paper |
| Priority statement and some properties of t-lgHill estimator | 2020-09-10 | Paper |
| Asymptotic behavior of the extrapolation error associated with the estimation of extreme quantiles | 2020-06-24 | Paper |
| Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions | 2020-04-28 | Paper |
| Extreme-value-theoretic estimation of local intrinsic dimensionality | 2020-01-21 | Paper |
| Transformation of a copula using the associated co-copula | 2020-01-13 | Paper |
| Tail expectile process and risk assessment | 2019-12-05 | Paper |
| Dependence properties and Bayesian inference for asymmetric multivariate copulas | 2019-11-22 | Paper |
| Sub-Weibull distributions: generalizing sub-Gaussian and sub-Exponential properties to heavier-tailed distributions | 2019-05-13 | Paper |
| Extreme M-quantiles as risk measures: from \(L^{1}\) to \(L^{p}\) optimization | 2019-01-28 | Paper |
| A new sliced inverse regression method for multivariate response | 2018-11-23 | Paper |
| Student sliced inverse regression | 2018-08-14 | Paper |
| Estimation of Tail Risk Based on Extreme Expectiles | 2018-03-13 | Paper |
| Kernel estimation of extreme regression risk measures | 2018-02-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5357880 | 2017-09-18 | Paper |
| Collaborative sliced inverse regression | 2017-08-23 | Paper |
| Copulas Based on Marshall–Olkin Machinery | 2017-07-05 | Paper |
| Weak properties and robustness of t-Hill estimators | 2016-11-30 | Paper |
| A flexible and tractable class of one-factor copulas | 2016-11-15 | Paper |
| On the estimation of the functional Weibull tail-coefficient | 2016-04-15 | Paper |
| On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles | 2016-02-25 | Paper |
| Kernel discriminant analysis and clustering with parsimonious Gaussian process models | 2016-02-23 | Paper |
| Weighted least-squares inference for multivariate copulas based on dependence coefficients | 2016-02-12 | Paper |
| A classification method for binary predictors combining similarity measures and mixture models | 2016-01-21 | Paper |
| Marshall-Olkin type copulas generated by a global shock | 2015-12-21 | Paper |
| Extreme geometric quantiles in a multivariate regular variation framework | 2015-12-08 | Paper |
| \(L_{1}\)-optimal linear programming estimator for periodic frontier functions with Hölder continuous derivative | 2015-11-17 | Paper |
| A new extension of bivariate FGM copulas | 2015-10-14 | Paper |
| A class of multivariate copulas based on products of bivariate copulas | 2015-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5263276 | 2015-07-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5262099 | 2015-07-13 | Paper |
| Reduced-Bias Estimator of the Conditional Tail Expectation of Heavy-Tailed Distributions | 2015-06-24 | Paper |
| Nonparametric estimation of the conditional tail copula | 2015-06-12 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5255147 | 2015-06-12 | Paper |
| A sliced inverse regression approach for data stream | 2015-03-05 | Paper |
| Uniform strong consistency of a frontier estimator using kernel regression on high order moments | 2015-02-17 | Paper |
| Non-parametric Estimation of Extreme Risk Measures from Conditional Heavy-tailed Distributions | 2014-12-09 | Paper |
| A \(\Gamma\)-moment approach to monotonic boundary estimation | 2014-08-07 | Paper |
| Reduced-bias estimator of the Proportional Hazard Premium for heavy-tailed distributions | 2014-04-04 | Paper |
| On kernel smoothing for extremal quantile regression | 2014-02-04 | Paper |
| Frontier estimation with kernel regression on high order moments | 2014-01-10 | Paper |
| Bivariate copulas defined from matrices | 2013-10-21 | Paper |
| \(L_1\)-optimal nonparametric frontier estimation via linear programming | 2013-06-28 | Paper |
| Functional kernel estimators of large conditional quantiles | 2013-05-28 | Paper |
| Estimating an endpoint with high-order moments | 2013-04-10 | Paper |
| Functional kernel estimators of conditional extreme quantiles | 2012-12-05 | Paper |
| Kernel estimators of extreme level curves | 2012-11-15 | Paper |
| Estimation of extreme quantiles from heavy and light tailed distributions | 2012-08-30 | Paper |
| Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels | 2011-07-18 | Paper |
| Gaussian Regularized Sliced Inverse Regression | 2011-03-31 | Paper |
| A new bivariate extension of FGM copulas | 2011-03-30 | Paper |
| Weibull tail-distributions revisited: A new look at some tail estimators | 2010-10-22 | Paper |
| Functional nonparametric estimation of conditional extreme quantiles | 2010-01-12 | Paper |
| Robust supervised classification with mixture models: learning from data with uncertain labels | 2009-07-29 | Paper |
| High-dimensional data clustering | 2009-06-02 | Paper |
| Bias-reduced estimators of the Weibull tail-coefficient | 2009-05-27 | Paper |
| A moving window approach for nonparametric estimation of the conditional tail index | 2008-11-27 | Paper |
| Sliced inverse regression in reference curves estimation | 2008-11-26 | Paper |
| A Note on Sliced Inverse Regression with Regularizations | 2008-10-15 | Paper |
| Smoothed Extreme Value Estimators of Non-Uniform Point Processes Boundaries with Application to Star-Shaped Supports Estimation | 2008-05-19 | Paper |
| Bias-reduced extreme quantile estimators of Weibull tail-distributions | 2008-03-11 | Paper |
| Estimation of the Weibull tail-coefficient with linear combination of upper order statistics | 2008-03-11 | Paper |
| High-Dimensional Discriminant Analysis | 2008-01-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5429806 | 2007-12-04 | Paper |
| Quasi-conjugate Bayes estimates for GPD parameters and application to heavy tails modelling | 2006-05-24 | Paper |
| Some linear programming methods for frontier estimation | 2006-05-24 | Paper |
| Central limit theorems for smoothed extreme value estimates of Poisson point processes bound\-aries | 2005-11-22 | Paper |
| Asymptotic distribution of a Pickands-type estimator of the extreme-value index | 2005-08-01 | Paper |
| Nonparametric frontier estimation by linear programming | 2005-06-17 | Paper |
| Estimating Extreme Quantiles of Weibull Tail Distributions | 2005-06-14 | Paper |
| Auto-associative models and generalized principal component analysis | 2005-02-09 | Paper |
| A Hill Type Estimator of the Weibull Tail-Coefficient | 2005-01-14 | Paper |
| Asymptotic normality of the ET method -- application to the ET test | 2004-03-25 | Paper |
| A Pickands type estimator of the extreme value index | 2004-03-18 | Paper |
| A note on the asymptotic normality of the ET method for extreme quantile estimation. | 2004-02-14 | Paper |
| On the asymptotic normality of the \(L_1\)-error for Haar series estimates of Poisson point processes boundaries. | 2004-02-14 | Paper |
| Symmetry and dependence properties within a semiparametric family of bivariate copulas | 2003-09-28 | Paper |
| A semiparametric family of symmetric bivariate copulas | 2003-06-06 | Paper |
| A nonlinear PCA based on manifold approximation | 2001-09-23 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4938368 | 2000-06-25 | Paper |
| Consistance de la méthode ET et variations régulières | 2000-04-27 | Paper |
| Position of Principal component analysis among Auto-associative composite models | 1999-04-12 | Paper |
